Unfortunately the immunity rules are another complete shambles. It needs committee meetings to decide whether or not they apply. They have not even tried to keep them up to date so they make sense now that MEPs are directly elected.
What with moving between Brussels and Strasbourg every month and fussing about their own benefits and expenses, I'm surprised MEPs have any time at all to get work done ensuring that the EU is actually of any use!
Luckily the UKIP MEPs don't even need to pretend, and can just milk it for whatever they can.